Survey article: Bellman function method and sharp inequalities for martingales
From MaRDI portal
Publication:2439530
DOI10.1216/RMJ-2013-43-6-1759zbMath1286.60039OpenAlexW2004067592MaRDI QIDQ2439530
Publication date: 14 March 2014
Published in: Rocky Mountain Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.rmjm/1393336657
Martingales with discrete parameter (60G42) Optimality conditions for problems involving partial differential equations (49K20) Martingales and classical analysis (60G46) Trigonometric polynomials, inequalities, extremal problems (42A05)
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